ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 123-150 122-220 -0-250 -0.6% 120-285
High 123-155 124-100 0-265 0.7% 124-205
Low 122-025 122-160 0-135 0.3% 120-255
Close 122-255 123-310 1-055 1.0% 123-015
Range 1-130 1-260 0-130 28.9% 3-270
ATR 1-136 1-145 0-009 1.9% 0-000
Volume 364,428 435,695 71,267 19.6% 2,319,648
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-010 128-100 124-309
R3 127-070 126-160 124-150
R2 125-130 125-130 124-096
R1 124-220 124-220 124-043 125-015
PP 123-190 123-190 123-190 123-248
S1 122-280 122-280 123-257 123-075
S2 121-250 121-250 123-204
S3 119-310 121-020 123-150
S4 118-050 119-080 122-311
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 134-115 132-175 125-052
R3 130-165 128-225 124-033
R2 126-215 126-215 123-240
R1 124-275 124-275 123-128 125-245
PP 122-265 122-265 122-265 123-090
S1 121-005 121-005 122-222 121-295
S2 118-315 118-315 122-110
S3 115-045 117-055 121-317
S4 111-095 113-105 120-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-205 121-285 2-240 2.2% 1-194 1.3% 76% False False 443,537
10 124-205 119-270 4-255 3.9% 1-184 1.3% 86% False False 441,666
20 124-205 113-300 10-225 8.6% 1-156 1.2% 94% False False 312,775
40 124-205 109-250 14-275 12.0% 1-106 1.1% 95% False False 157,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-103
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-005
2.618 129-018
1.618 127-078
1.000 126-040
0.618 125-138
HIGH 124-100
0.618 123-198
0.500 123-130
0.382 123-062
LOW 122-160
0.618 121-122
1.000 120-220
1.618 119-182
2.618 117-242
4.250 114-255
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 123-250 123-228
PP 123-190 123-145
S1 123-130 123-062

These figures are updated between 7pm and 10pm EST after a trading day.

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